From Data to Model by Jan C. WillemsEnglish | PDF | 1989 | 254 Pages | ISBN : 3642750095 | 18.3 MB
The problem of obtaining dynamical models directly from an observed time-series occurs in many fields of application. There are a number of possible approaches to this problem. In this volume a number of such points of view are exposed: the statistical time series approach, a theory of guaranted performance, and finally a deterministic approximation approach.